Dark (triggered) orders trigger wrong sometimes on first submission? - Githubissues

pikers / piker

(e2e) foss trading for non-tinas

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Dark (triggered) orders trigger wrong sometimes on first submission? #277

Closed goodboy closed 2 years ago

goodboy commented 2 years ago

This has been a longstanding bug i've been meaning to dig into.

wut:

you open a symbol and toss on a dark buy/sell order using order mode
the dark order fills right away because of wrong initial condition checks likely and instead submits a live request immediately
if you do an alert or live order submission (that doesn't necessarily fill) first, this doesn't seem to happen?

where:

like inside mk_check() the known_last is not updated correctly?
it likely has to do with state setting of _DarkBook.lasts as is done here and as is updated in the dark clearing loop, but somehow there's got to be a race or state clobber going on?